Well Windows remote desktop is the best when you are working with Windows XP Pro, Vista, Windows Server famili like 2000 and 2003.
First u have to allow on the computer to which u want to connect remote desktop.
You can find this settings in the control panel > system > remote
Windows remote desktop is using TCP port number 3389 so if u want to access any computer outside your network u will have to set up you routers to forward this ports to you computer.
After this simply open remote desktop client (RDP) and type IP address or hostname of the mashine u wish to access.